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z3/src/util/lp/gomory.cpp
Lev 106b677201 fixes in gomory cut
Signed-off-by: Lev <levnach@hotmail.com>
2018-09-15 17:47:54 -07:00

222 lines
8.5 KiB
C++

/*++
Copyright (c) 2017 Microsoft Corporation
Module Name:
<name>
Abstract:
<abstract>
Author:
Nikolaj Bjorner (nbjorner)
Lev Nachmanson (levnach)
Revision History:
--*/
#include "util/lp/gomory.h"
#include "util/lp/int_solver.h"
#include "util/lp/lar_solver.h"
namespace lp {
class gomory::imp {
lar_term & m_t; // the term to return in the cut
mpq & m_k; // the right side of the cut
explanation& m_ex; // the conflict explanation
unsigned m_inf_col; // a basis column which has to be an integer but has a not integral value
const row_strip<mpq>& m_row;
const int_solver& m_int_solver;
const impq & get_value(unsigned j) const { return m_int_solver.get_value(j); }
bool is_real(unsigned j) const { return m_int_solver.is_real(j); }
bool at_lower(unsigned j) const { return m_int_solver.at_lower(j); }
bool at_upper(unsigned j) const { return m_int_solver.at_upper(j); }
const impq & lower_bound(unsigned j) const { return m_int_solver.lower_bound(j); }
const impq & upper_bound(unsigned j) const { return m_int_solver.upper_bound(j); }
constraint_index column_lower_bound_constraint(unsigned j) const { return m_int_solver.column_lower_bound_constraint(j); }
constraint_index column_upper_bound_constraint(unsigned j) const { return m_int_solver.column_upper_bound_constraint(j); }
bool column_is_fixed(unsigned j) const { return m_int_solver.m_lar_solver->column_is_fixed(j); }
void int_case_in_gomory_cut(const mpq & a, unsigned j,
mpq & lcm_den, const mpq& f0, const mpq& one_minus_f0) {
lp_assert(is_int(j) && !a.is_int());
mpq fj = int_solver::fractional_part(a);
lp_assert(fj.is_pos());
TRACE("gomory_cut_detail",
tout << a << " j=" << j << " k = " << m_k;
tout << ", fj: " << fj << ", ";
tout << "f0: " << f0 << ", ";
tout << "1 - f0: " << 1 - f0 << ", ";
tout << (at_lower(j)?"at_lower":"at_upper")<< std::endl;
);
mpq new_a;
mpq one_minus_fj = 1 - fj;
if (at_lower(j)) {
new_a = fj < one_minus_f0? fj / one_minus_f0 : one_minus_fj / f0;
m_k.addmul(new_a, lower_bound(j).x);
m_ex.push_justification(column_lower_bound_constraint(j), new_a);
}
else {
lp_assert(at_upper(j));
// the upper terms are inverted: therefore we have the minus
new_a = - (fj < f0? fj / f0 : one_minus_fj / one_minus_f0);
m_k.addmul(new_a, upper_bound(j).x);
m_ex.push_justification(column_upper_bound_constraint(j), new_a);
}
TRACE("gomory_cut_detail", tout << "new_a: " << new_a << " k: " << m_k << "\n";);
m_t.add_monomial(new_a, j);
lcm_den = lcm(lcm_den, denominator(new_a));
}
void real_case_in_gomory_cut(const mpq & a, unsigned x_j, const mpq& f0, const mpq& one_minus_f0) {
TRACE("gomory_cut_detail_real", tout << "real\n";);
mpq new_a;
if (at_lower(x_j)) {
if (a.is_pos()) {
new_a = a / one_minus_f0;
}
else {
new_a = a / f0;
new_a.neg();
}
m_k.addmul(new_a, lower_bound(x_j).x); // is it a faster operation than
// k += lower_bound(x_j).x * new_a;
m_ex.push_justification(column_lower_bound_constraint(x_j), new_a);
}
else {
lp_assert(at_upper(x_j));
if (a.is_pos()) {
new_a = a / f0;
new_a.neg(); // the upper terms are inverted.
}
else {
new_a = a / one_minus_f0;
}
m_k.addmul(new_a, upper_bound(x_j).x); // k += upper_bound(x_j).x * new_a;
m_ex.push_justification(column_upper_bound_constraint(x_j), new_a);
}
TRACE("gomory_cut_detail_real", tout << a << "*v" << x_j << " k: " << m_k << "\n";);
m_t.add_monomial(new_a, x_j);
}
lia_move report_conflict_from_gomory_cut() {
lp_assert(m_k.is_pos());
// conflict 0 >= k where k is positive
m_k.neg(); // returning 0 <= -k
return lia_move::conflict;
}
void adjust_term_and_k_for_some_ints_case_gomory(mpq &lcm_den) {
lp_assert(!m_t.is_empty());
auto pol = m_t.coeffs_as_vector();
m_t.clear();
if (pol.size() == 1) {
TRACE("gomory_cut_detail", tout << "pol.size() is 1" << std::endl;);
unsigned v = pol[0].second;
lp_assert(is_int(v));
const mpq& a = pol[0].first;
m_k /= a;
if (a.is_pos()) { // we have av >= k
if (!m_k.is_int())
m_k = ceil(m_k);
// switch size
m_t.add_monomial(- mpq(1), v);
m_k.neg();
} else {
if (!m_k.is_int())
m_k = floor(m_k);
m_t.add_monomial(mpq(1), v);
}
} else {
TRACE("gomory_cut_detail", tout << "pol.size() > 1" << std::endl;);
lcm_den = lcm(lcm_den, denominator(m_k));
lp_assert(lcm_den.is_pos());
if (!lcm_den.is_one()) {
// normalize coefficients of integer parameters to be integers.
for (auto & pi: pol) {
pi.first *= lcm_den;
SASSERT(!is_int(pi.second) || pi.first.is_int());
}
m_k *= lcm_den;
}
// negate everything to return -pol <= -m_k
for (const auto & pi: pol)
m_t.add_monomial(-pi.first, pi.second);
m_k.neg();
}
TRACE("gomory_cut_detail", tout << "k = " << m_k << std::endl;);
lp_assert(m_k.is_int());
}
public:
lia_move create_cut() {
TRACE("gomory_cut",
tout << "applying cut at:\n"; m_int_solver.m_lar_solver->print_row(m_row, tout); tout << std::endl;
for (auto & p : m_row) {
m_int_solver.m_lar_solver->m_mpq_lar_core_solver.m_r_solver.print_column_info(p.var(), tout);
}
tout << "inf_col = " << m_inf_col << std::endl;
);
// gomory will be t <= k and the current solution has a property t > k
m_k = 1;
mpq lcm_den(1);
bool some_int_columns = false;
mpq f0 = int_solver::fractional_part(get_value(m_inf_col));
mpq one_min_f0 = 1 - f0;
for (const auto & p : m_row) {
unsigned j = p.var();
if (column_is_fixed(j)) {
m_ex.push_justification(column_lower_bound_constraint(j));
m_ex.push_justification(column_upper_bound_constraint(j));
continue;
}
if (j == m_inf_col) {
lp_assert(p.coeff() == one_of_type<mpq>());
TRACE("gomory_cut_detail", tout << "seeing basic var";);
continue;
}
// make the format compatible with the format used in: Integrating Simplex with DPLL(T)
mpq a = - p.coeff();
if (is_real(j))
real_case_in_gomory_cut(a, j, f0, one_min_f0);
else if (!a.is_int()) { // fj will be zero and no monomial will be added
some_int_columns = true;
int_case_in_gomory_cut(a, j, lcm_den, f0, one_min_f0);
}
}
if (m_t.is_empty())
return report_conflict_from_gomory_cut();
if (some_int_columns)
adjust_term_and_k_for_some_ints_case_gomory(lcm_den);
lp_assert(m_int_solver.current_solution_is_inf_on_cut());
m_int_solver.m_lar_solver->subs_term_columns(m_t, m_k);
TRACE("gomory_cut", tout<<"gomory cut:"; m_int_solver.m_lar_solver->print_term(m_t, tout); tout << " <= " << m_k << std::endl;);
return lia_move::cut;
}
imp(lar_term & t, mpq & k, explanation& ex, unsigned basic_inf_int_j, const row_strip<mpq>& row, const int_solver& int_slv ) :
m_t(t),
m_k(k),
m_ex(ex),
m_inf_col(basic_inf_int_j),
m_row(row),
m_int_solver(int_slv)
{
}
};
lia_move gomory::create_cut() {
return m_imp->create_cut();
}
gomory::gomory(lar_term & t, mpq & k, explanation& ex, unsigned basic_inf_int_j, const row_strip<mpq>& row, const int_solver& s) {
m_imp = alloc(imp, t, k, ex, basic_inf_int_j, row, s);
}
gomory::~gomory() { dealloc(m_imp); }
}